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http://www.pmpublishing.com/volatility/ good option site...
gary
cb wrote:
> Denis Rochat wrote:
> >
> > Does anyone know a source of FREE Futures Options Quotes, delayed aor
> > EOD?
> >
> > Thanks for your help.
> > Denis Rochat
> > denis@xxxxxxxxxxx
> >
> The exchanges have open,hi,lo,close for each day. Some have delayed
> intraday quotes also I believe.
>
> http://216.71.81.240/inewf.htm has EOD option data for futures (and
> stocks). I've only looked at the futures site. The futures data
> includes close as well as the "greeks" such as delta. There are several
> charts supplied including, a 2 year chart of past implied volatility,
> and iv skew. (For stocks try optionanalysis.com; i think that's the
> home page.) The site has a pay section also which I have not
> investigated but probably looks at spreads, etc.
>
> At least once at the site just mentioned i"ve noticed that the volume
> data cited was actually the volume for the last day the option traded,
> not the current day. i don't know if this is a systemic problem or
> not. However it would be advisable on low-volume options to cross-check
> the volume figures if they are important to you. (presumably the
> exchange sites would be best here)
>
> [no rel. to the above website]
>
> Conrad Bowers
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